Matteo Iacopini
- Bayesian Dynamic Tensor Regression
2022/01/28 by Monica Billio, Roberto Casarin, Matteo Iacopini +1 · 2 citations
Computer Science · Mathematics · Medicine · #Advanced Neuroimaging Techniques and Applications #Gaussian Processes and Bayesian Inference #Tensor decomposition and applications
- Bayesian Markov Switching Tensor Regression for Time-varying Networks
2017/10/31 by Monica Billio, Billio, Monica, Roberto Casarin +3 · 1 citation
Mathematics · Medicine · Physics and Astronomy · #Advanced Neuroimaging Techniques and Applications #Complex Network Analysis Techniques #FOS: Computer and information sciences #Methodology (stat.ME) #Tensor decomposition and applications
- Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
2022/09/05 by Matteo Iacopini, Aubrey Poon, Iacopini, Matteo +5 · 1 citation
Economics, Econometrics and Finance · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Methodology (stat.ME) #Monetary Policy and Economic Impact